+123.5%
FSLR vs QS
-74.6%
+198.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.9% |
| 7D | +6.8% | +2.2% | +4.6% | +6.3% |
| 30D | -14.7% | -8.1% | -6.7% | -13.3% |
| 3M | -22.6% | -27.0% | +4.5% | -17.9% |
| 6M | +12.7% | -16.4% | +29.1% | +15.7% |
| YTD | -18.4% | -46.4% | +28.0% | -9.3% |
| 1Y | +4.9% | -41.1% | +46.0% | +11.8% |
| 3Y | +16.4% | -18.6% | +35.0% | +0.9% |
| 5Y | +123.5% | -73.0% | +196.5% | +133.6% |
| All | +123.5% | -74.6% | +198.0% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling